By rail from Delhi - the Delhi-Ahmedabad Mail is a decent overnight train (slow, but it gives you more time to sleep) while the Ajmer Shatabdi Express is the fastest way to get there. There are passenger trains (second unreserved only -- definitely an "experience") in the morning and evening to Jaipur and train links down to Ahmedabad. The city is also connected to Udaipur, of which Intercity Express would be a better option.
Jaipur is 1.5-3 hours by road, depending on the type of bus you take. The Jaipur- Ajmer expressway is six lanes and is fantastic to drive on. Jodhpur is 4-5 hours in the opposite direction. Buses to Pushkar leave at a different bus stand (near the Jain temple) from the other buses (south).
Various tour operators and travel agencies offer chauffeured car-taxi services. These are charged on a per km, per day basis. You can plan to take one to arrive into the city or take one for sightseeing in and around the city.
Ajmer has a very limited market place. Dargah bazaar is about a 15 minute walk from the railway station. Ana Sagar ("lake") has marble pavilions in a garden and is a wonderful place to sit, especially on hot days. It is about a 30 minute walk. There are some wonderful back alleys. Just wander down small side streets from Dargah bazaar, and you'll see some wonderful old architecture and murals before you stumble back across a main street.
Other than on foot, cycle rickshaws, auto rickshaws (who are intent on taking you to Pushkar) and horse-drawn tongas are available for hire (the latter on selected routes only). There are also tempos and mini buses which run between the bus stand and railway station and cover most of the town. The fare is Rs. 6/person in 2012. RSTC bus service for Pushkar, which takes 30-40 minutes, is Rs. 12 per person.
Nareli is a Jain place located on the outskirts (Kishangarh bypass). This is a good place to visit, has a very big temple and offer authentic jain food (You have to check the meal hours in advance, they are strict in serving meals in those hours only)
Ana Sagar is the tank (manmade lake) in Ajmer. Daulat Bagh is a garden on the near side of Ana Sagar and is a nice place to relax. There are marble monuments by the shore and plenty of ice cream and papad wallahs selling snacks. There is apparently a boat rental.
The Dargah is a major pilgrimage centre for Muslims (and some Hindus). Entry is free, but you should give the people watching your shoes a couple of rupees. Be careful inside. Pickpocketing has been known to occur, particularly in the entrance to the shrine where people are packed very close together. Priests are available to act as guides and to perform ceremonies at the shrine. Men and women must cover their heads, and women must cover their shoulders. The beggars in the Dargah Bazaar can be quite persistent.
There is a Jain temple on the way to Ana Sagar which is quite beautiful from the outside. You can also enter, but usual temple protocols apply.
Shah Jahan's Mosque is the most beautiful of all the structures in the Dargah precinct. It is made of white marble, delicately carved with trellis work.
Emperor Akbar's royal residence now serves as a museum which houses an excellent collection of Mughal and Rajput armour and some fine sculpture.
Camel Safari (Tours), Dawarka Nagar , (Ajmer), ☎ 9828178063 (firstname.lastname@example.org). 2 hrs. ‘Sunrise /Sunset’ Camel Safari - Available both in morning and evening. Well organized (picking up from your hotel). With this company, each camel has its own rider who sits behind you. The excursion takes ~3 hours. Also offers day trip/half day trip from Pushkar, and spending time overnight in what they call the desert. Beautiful indeed, but it is actually more steppe. Also offer rural camel tours.400. edit
Ajmer has a women's market. Ask for the Mahila Mandi. It's closed on Tuesdays. In this market you can find odnis (traditional veils) which also make nice table covers and saris galore. Ornate lehengas (skirts worn with blouses) are also widely available. Hand tie-dyed turbans (safas) are 9-metre long bands of fabric with various uses and are usually sold wherever fabric for men's clothing is sold.
There are some fast food outlets at India motor circle. This is 1 km from the bus stand and railway station.
Honeydew Restaurant (turn left exiting the station and walk about 2 minutes) has good western and delicious Indian curries in a nice garden and AC restaurant now fully renovated. You can also go there in the evening and eat while waiting for your train. The restaurant closes at 11:00 pm. Very friendly and helpful staff.
Those who are looking for dhaba style delicious food must go to Mahadev ka Dhaba located opposite to Daulat Bagh. This place is also known as Purana bus stand.
Hotel Bhola has great veg thalis and pandit bhojnalaya. It's a famous place for good and inexpensive food.
There's a dhaba across from the railway station that serves great cheap food. It's tiny, painted green and attached to a mosque. There's no English sign. You can fill up on chai, omelettes and rotis for about Rs. 10.
There's a great non-veg restaurant in the Dargah Bazaar, about 2/3 of the way in on the left hand side. There's an AC seating area in the basement. Dishes are Rs. 25-50.
Pandit Restaurant is a famous place for good food. It is in front of Daulat Bagh. This place is also known as Subhash Park.
If you have a hot palate, then you should try Indian snacks (kachori, samosa and a special combination of kadi-bhujje, unique to Ajmer). These are available throughout the day, but a great way to start your day as breakfast. Some very famous options are Shankar Chaat at Gol Pyau, Kesarganj Gol Chakkar, Shree Namkeen & Mahadev Chaat at Naya Bazaar.
Pushkar is a must-go. It's a holy Hindu city. No meat or alcohol allowed. Visit the old Brahma Temple, go shopping in the narrow colourful lanes of the marketplace, eat traditional foods as well as international delicacies in the numerous eateries. 11km from Ajmer.